CHAPTER 2

FIRST ORDER DIFFERENTIAL EQUATIONS

2.1 Separable Variables
2.2 Exact Equations
2.2.1 Equations Reducible to Exact Form.
2.3 Linear Equations
2.4 Solutions by Substitutions
2.4.1 Homoenous Equations
2.4.2 !ernoulli"s Equation
2.# Exercises
$n t%is c%apter &e describe procedures 'or sol(in 4 types o' di''erential
equations o' 'irst order) namely) t%e class o' di''erential equations o' 'irst order
&%ere (ariables x and y can be separated) t%e class o' exact equations *equation
*2.3+ is to be satis'ied by t%e coe''icients o' dx and dy) t%e class o' linear
di''erential equations %a(in a standard 'orm *2.,+ and t%e class o' t%ose
di''erential equations o' 'irst order &%ic% can be reduced to separable di''erential
equations or standard linear 'orm by appropriate.
2.1 Separable Variables
Definii!n 2.1" - 'irst order di''erential equation o' t%e 'orm
ly. respecti(e only) y . x o' 'unctions are %*y+ and *x+ &%ere *x+%*y+)
dy
dx

is called separable or to %a(e separable #ariables.

$e%!& !r Pr!'e&(re f!r s!l#in) separable &ifferenial e*(ai!ns
*i+ $' %*y+ / 1) t%en
+ *
dx
dy
x g
or dy / *x+ dx
$nteratin bot% sides &e et
c x d x g dy +

) ( ) (
or
c x d x g y +

+ * + *
&%ere c is t%e constant o' interal
0e can &rite
c x G y + + *
&%ere G(x) is an anti1deri(ati(e *inde'inite interal+ o' g(x)
*ii+ Let
+ ) * y x f
dx
dy

&%ere
) ( ) ( ) , ( y h x g y x f
)
t%at is '*x)y+ can be &ritten as t%e product o' t&o 'unctions) one 'unction o'
(ariable x and ot%er o' y. Equation
+ * + * y h x g
dx
dy

can be &ritten as
dx x g dy
y h
+ *
+ *
1

!y interatin bot% sides &e et

+ C dx x g dy y p + * + *
49
&%ere
+ *
1
+ *
y h
y p
or
2 + x * 3 + y * H +
&%ere H(y) and G(x) are anti1deri(ati(es o'
+ y * %
1
+ y * p
and
+ *x g
) respecti(ely.
E+a,ple 2.1" Sol(e t%e di''erential equation
y4x y5
S!l(i!n" Here
x
x g
1
+ * )
y y h + *
and
y
y p
1
+ *
y ln + y * H
-
x ln x G + *
Hence
H*y+ / 3*x+ 6 2
or lny / lnx 6 lnc .See Appen&i+ /
lny 7 lnx / lnc
lnc
x
y
ln
c
x
y

y / cx
E+a,ple 2.2" Sol(e t%e initial1(alue problem
3 y*4+ )
y
x
dx
dy

S!l(i!n" *x+ / x) %*y+ / 114y) p*y+ / 1y
H*y+ / 3*x+ 6 c
c x
2
1
y
2
1
2 2
+
50
or y
2
/ 1x
2
7 2c
or x
2
6 y
2
/ c1
2
&%ere c1
2
/ 12c
!y i(en initial1(alue condition
1869 / c1
2
or c1 / t #
or x
2
6 y
2
/ 2#
:%us t%e initial (alue problem determines
x
2
6 y
2
/ 2#
E+a,ple 2.0" Sol(e t%e 'ollo&in di''erential equation
cos#x
dx
dy

S!l(i!n" dy / cos#xdx
$nteratin bot% sides &e et
c cos#xdx dy +

c
x
y +
#
# sin
2.2 E+a' Differenial E*(ai!ns
0e consider %ere a special ;ind o' non1separable di''erential equation
called an e+a' &ifferenial e*(ai!n. 0e recall t%at t%e !al &ifferenial o' a
'unction o' t&o (ariables <*x)y+ is i(en by
dy
y
<
dx
x
<
d<

*2.1+
Definii!n 2.2.1 " :%e 'irst order di''erential equation
51
=*x)y+dx 6 >*x)y+dy/? (2.2)
is called an e+a' &ifferenial e*(ai!n i' le't %and side o' *2.2+ is t%e total
di''erential o' some 'unction <*x)y+.
Re,ar1 2.2.1" *a+ $t is clear t%at a di''erential equation o' t%e 'orm *2.2+ is exact i'
t%ere is a 'unction o' t&o (ariables <*x)y+ suc% t%at
y+dy >*x) y+dx =*x) dy
y
<
dx
x
<
d< +

y+ >*x)
y
<
y+) =*x)
x
<

*b+ Let =*x)y+ and >*x)y+ be continuous and %a(e continuous 'irst
deri(ati(es in a rectanular reion R de'ined by a@x@b) c@y@d. :%en a
necessary and su''icient condition t%at =*x)y+dx 6 >*x)y+dy be an exact
di''erential is
x
>
y
=

For proo' o' Remar; 2.2.1*a+ see solution o' Exercise 22 o' t%is c%apter.
Pr!'e&(re !f S!l(i!n 2.2"
Sep 1" 2%ec; &%et%er di''erential equation &ritten in t%e 'orm *2.2+ satis'ies
*2.3+ or not.
Sep 2" $' 'or i(en equation *2.3+ is satis'ied t%en t%ere exists a 'unction f 'or
&%ic%
y+ =*x)
x

f
$nteratin *2.4+ &it% respect to x) &%ile %oldin y constant) &e et

+ *y+ y+dx =*x) y+ *x) f

52
or
(2.3)
(2.4)
(2.5)
&%ere t%e arbitrary 'unction *y+ is constant o' interation.
Sep 0" Ai''erentiate *2.#+ &it% respect to y and assume
y
f
/>*x)y+) &e et

y+ >*x) *y+ 5 y+dx =*x)

y y
f
or

y+dx =*x)
y
y+ >*x) *y+ 5
Sep 2" $nterate *2.8+ &it% respect to y and substitute t%is (alue in *2.#+ to
obtain '*x)y+/c) t%e solution o' t%e i(en equation.
Re,ar1 2.2.2" *a+ Ri%t %and side o' *2.8+ is independent o' (ariable x) because

,
_

1
]
1

y+dx =*x)
x y x
>
y+dx =*x)
y
y+ >*x)
x
?
y
=
x
>

*b+ 0e could Bust start t%e abo(e mentioned procedure &it% t%e assumption t%at
y+ >*x)
y

f
!y interatin >*x)y+ &it% respect to y and di''erentiatin t%e resultant
expression) &e &ould 'ind t%e analoues o' *2.#+ and *2.8+ to be) respecti(ely)

+ %*x+ y+dy >*x) y+ *x) f

y+dy >*x)
x
y+ =*x) *x+ %5
E+a,ple 2.2" 2%ec; &%et%er x
2
y
3
dx 6 x
3
y
2
dy / ? is exact or notC
S!l(i!n" $n (ie& o' Remar; 2.2.1*b+ &e must c%ec; &%et%er )
&%ere =*x)y+/ x
2
y
3
) >*x)y+/x
3
y
2
53
*2.8+
and
x
>
y
=

) y 3x
y
=
2 2

2 2
y 3x
x
>

x
>
y 3x
y
=
2 2

Hence t%e i(en equation is exact.

E+a,ple 2.3" Aetermine &%et%er t%e 'ollo&in di''erential equations are exact. $'
t%ey are exact sol(e t%em by t%e procedure i(en in t%is section.
*a+ *2x11+dx 6 *3y6,+dy/?
*b+ *2x6y+dx 1 *x68y+dy/?
*c+ *3x
2
y6e
y
+dx 6 *x
3
6xe
y
12y+dy/?
S!l(i!n o' *a+ =*x)y+ / 2x11) >*x)y+/3y6,
?)
y
=

?
x
>

x
>
y
=

and so t%e i(en equation is exact.

-pply procedure o' solution 2.2 'or 'indin t%e solution.
Dut
1. 2x
x
'

$nteratin and c%oosin %*y+ as t%e constant o'

interation &e et
%*y+ x x y+ '*x)
x
'
2
+

,) 3y y+ >*x) *y+ %5 +
and by interatin &it% respect to y &e
obtain
,y y
2
3
%*y+
2
+
:%e solution is
54
:%is s%o&s t%at
. :%us
c ,y y
2
3
x x y+ '*x)
2 2
+ +
S!l(i!n o' *b+E $t is not exact as
8y x y+ >*x) y) 2x y+ =*x) +
and
1
x
>
1
y
=

S!l(i!n o' *c+E =*x)y+ / 3x

2
y 6 e
y
>*x)y+ / x
3
6 xe
y
7 2y
y 2
e 3x
y
=
+

y 2
e 3x
x
>
+

:%us
,
x
>
y
=

t%at is
t%e equation is exact.
-pply procedure o' solution 2.2
Let
y 2
e y 3x
x
+

f
$nteratin &it% respect to x) &e obtain
*y+ xe y x y+ *x)
y 3
+ + f
&%ere *y+ is a constant o' interation
Ai''erentiatin &it% respect to y &e obtain
*y+ 5 xe x
y
y 3
+ +

f
:%is i(es
*y+ 5 xe x
y
y+ >*x)
y 3
+ +

f
or "*y+ / 72y
55
or *y+ / 7y
2
Substitutin t%is (alue o' *y+ &e et
'*x)y+ / x
3
y 6 xe
y
7 y
2
/ c. :%us
x
3
y 6 xe
y
7 y
2
/ c is t%e solution o' t%e i(en di''erential equation.
2.2.1 E*(ai!ns Re&('ible ! E+a' F!r,
:%ere are non1exact di''erential equations o' 'irst1order &%ic% can be
made into exact di''erential equations by multiplication &it% an expression called
an interatin 'actor. Findin an interatin 'actor 'or a non1exact equation is
equi(alent to sol(in it since &e can 'ind t%e solution by t%e met%od described in
Section 2.2. :%ere is no eneral rule 'or 'indin interatin 'actors 'or non1exact
equations. 0e mention %ere t&o important cases 'or 'indin interatin 'actors. $t
may be seen 'rom examples i(en belo& t%at interatin 'actors are not unique
in eneral.
C!,p(ai!n !f Ine)rain) Fa'!r
Let =*x.y+dx6>*x)y+dy/?
be a non1exact equation.
:%en
*i+
dx
>
x
>
y
=
e + x *

is an interatin 'actor) &%ere =y) >x are partial deri(ati(es o' =
and > &it% respect to y and x and
N
x
N
y
M
is a 'unction o' x alone.
*ii+
dy
=
y
=
x
>
e + x *

56
is an interatin 'actor) &%ere =y and >x are as in t%e case
*i+ and
=
y
=
x
>
is a 'unction o' y alone.
E+a,ple 2.4" *a+ Let us consider non1exact di''erential equation.
*x
2
4y+ dy62xdx/?
2
1
x
and y are interatin 'actors o' t%is equation.
*b+ e
x
is an interatin 'actor o' t%e equation
x y
dx
dy
+
E+a,ple 2.5" Sol(e t%e di''erential equation o' t%e 'irst1orderE
xydx6*2x
2
63y
2
12?+dy/?
S!l(i!n" =*x)y+/xy) >*x)y+/2x
2
63y
2
12?
=y/x and >x/4x. :%is s%o&s t%at t%e di''erential equation is not exact.
2?
2
3
2
2
3
+

y x
x
N
x
N
y
M
leads us no&%ere) as
N
x
N
y
M
is a 'unction o' bot% x and y. Ho&e(er)
y xy
x x
M
y
M
x
N
3 4

is a 'unction o' y only. Hence

3
3
ln ln 3
3
y
y
e
y
e
y
dy
e

is an interatin 'actor.
-'ter multiplyin t%e i(en di''erential equation by y
3
&e obtain
xy
4
dx6*2x
2
y
3
63y
#
12?y
3
+dy/?
57
:%is is an exact di''erentiation equation. -pplyin t%e met%od o' t%e
pre(ious section &e et
2
4
y #
8
y
8
3
4
y
2
x
2
1
+
E+a,ple 2.6" Sol(e t%e 'ollo&in di''erential equationE
*2y
2
63x+dx62xydy/?
S!l(i!n" :%e i(en di''erential equation is not exact) t%at is
x
N
y
M

) &%ere
=*x)y+/2y
2
63x
>*x)y+/2xy
*=y1>x+4> / 14x is a 'unction o' x only.
Hence
x
x dx
e
4
is an interatin 'actor.
!y multiplyin t%e i(en equation by x &e et *2y
2
x63x
2
+dx62x
2
ydy/?
:%is is an exact equation as
+
2
2 * +
2
3
2
2 * y x
x
x x y
y

-pplyin t%e met%od 'or sol(in exact di''erential equation) &e et

'/x
2
y
2
6x
3
6%*y+) %"*y+/?) and %*y+/c i' &e put 'x/2xy
2
63x
2
. :%e solution o' t%e
di''erential equation is x
2
y
2
6x
3
/c.
2.0 Linear E*(ai!ns
Definii!n 2.0.1E - 'irst order di''erential equation o' t%e 'orm
*x+ *x+y a
dx
dy
*x+ a
? 1
+
is called a linear e*(ai!n.
58
i' a1*x+ ?) &e can &rite t%is di''erential equation in t%e 'orm
'*x+ D*x+y
dx
dy
+
*2.,+)
&%ere
*x+ a
*x+ a
D*x+
1
?

)
*x+ a
*x+
*x+
1
f
*2.,+ is called t%e standard 'orm o' a linear di''erential equation o' t%e 'irst order
Definii!n 2.0.2"

D*x+dx
e
is called t%e interatin 'actor o' t%e standard 'orm o'
a linear di''erential equation *2.,+.
Re,ar1 2.0.1" *a+ - linear di''erential equation o' 'irst order can be made exact
by multiplyin &it% t%e interatin 'actor. Findin t%e interatin 'actor is
equi(alent to sol(in t%e equation.
*b+ Variation o' parameters met%od is a procedure 'or 'indin a particular
solution o' 2.,. For details o' #ariai!n !f para,eers ,e%!& see t%e
solution o' Exercise 39 o' t%is c%apter.
Pr!'e&(re !f S!l(i!n 2.0"
Sep 1" Dut t%e equation in t%e standard 'orm *2.,+ i' it is not i(en in t%is 'orm.
Sep 2" $denti'y D*x+ and compute t%e interatin 'actor *x+ /

D*x+dx
e
Sep 0" =ultiply t%e standard 'orm by *x+.
Sep 2" :%e solution is

+ c *x+dx *x+. *x+ y. f

E+a,ple 2.7" Find t%e eneral solution o' t%e 'ollo&in di''erential equationsE
*a+
Fy
dx
dy

*b+
3 2y
dx
dy
x +
*c+
3x
e 1+y *3x
dx
dy
x

+ +
59
S!l(i!n" .a/
? Fy
dx
dy

D*x+/ 7 F
$nteratin 'unction /
Fx
Fdx
e e *x+

c dx ?.e y.e
Fx Fx
+

or ) ce y
Fx
1@x@
.b/
x
3
y
x
2
dx
dy
+
$nteratin 'actor / ) e *x+
D*x+dx

&%ere
x
2
D*x+
2
dx
x
2
x e *x+

Solution is i(en by

+ c *x+dx '*x+. *x+ y.

&%ere ) x *x+
2

x
3
'*x+
:%us
c dx .x
x
3
yx
2 2
+

c x
2
3
c 3xdx
2
+ +

or )
x
c
2
3
y
2
+ ?@x@
.'/ Standard 'orm is
x
e
y
x
1
3
dx
dy
3x

,
_

+
)
x
1
3 D*x+ +
x
e
'*x+
3x

$nteratin 'actor /

D*x+dx
e *x+
/ 3x
dx
x
1
3
xe e

,
_

+
60
c dx .xe
x
e
y.xe
3x
3x
3x
+

c x c dx e
?
+ +

or
3x 3x
e
x
c
e y

+
'or ?@x@.
2.2 S!l(i!ns b8 S(bsi(i!ns
- 'irst1order di''erential equation can be c%aned into a separable
di''erential equation *Ae'inition 2.1+ or into a linear di''erential equation o'
standard 'orm *Equation *2.,++ by appropriate substitution. 0e discuss %ere t&o
classes o' di''erential equations) one class comprises %omoeneous equations
and t%e ot%er class consists o' !ernoulli"s equation.
2.2.1 H!,!)en!(s E*(ai!ns
- 'unction '*.).+ o' t&o (ariables is called %omoeneous 'unction o' deree
i'
y+ '*x) t ty+ '*tx)

'or some real number .
- 'irst order di''erential equation) =*x)y+dx 6 >*x)y+dy / ? is called
%!,!)en!(s i' bot% coe''icients =*x)y+ and >*x)y+ are %omoenous 'unctions o'
t%e same deree.
$e%!& !f S!l(i!n f!r H!,!)en!(s E*(ai!ns" - %omoeneous di''erential
equation can be sol(ed by eit%er substitutin y/ux or x/(y) &%ere u and ( are
ne& dependent (ariables. :%is substitution &ill reduce t%e equation to a
separable 'irst1order di''erential equation.
E+a,ple 2.19" Sol(e t%e 'ollo&in %omoenous equationsE
*a+ *x1y+dx 6 xdy / ?
*b+ *y
2
6yx+dx 6 x
2
dy / ?
61
S!l(i!n" *a+ Let y/ux) t%en t%e i(en equation ta;es t%e 'orm
*x1ux+dx 6 x*udx 6 xdu+ / ?
or dx 6 xdu / ?
or
? du
x
dx
+
or ln|x|6u / c
or xln|x|6y/cx
*b+ Let y/ux) t%en t%e i(en equation ta;es t%e 'orm
*u
2
x
2
6 ux
2
+dx 6 x
2
*udx 6 xdu+ / ?
or *u
2
6 2u+dx 6 xdu / ?
or
?
+ 2 u * u
du
x
dx

+
+
Sol(in t%is separable di''erential equation) &e et
c u u x | + | | | + 2 ln
2
1
ln
2
1
| | ln
or
1
2
c
2 u
u x

+
&%ere c1/2c
or
,
_

+ 2
x
y
c
x
y
x
1
2
or 2x+ *y c y x
1
2
+
2.2.2 :ern!(lli;s E*(ai!n
-n equation o' t%e 'orm
n
y + x * y + x * D
dx
dy
f +
*2.F+
is called a :ern!(lli;s &ifferenial e*(ai!n. $' n? or 1) t%en t%e !ernoulli"s
equation *2.F+ can be reduced to a linear equation o' 'irst1order by t%e
substitution.
62
n 1
y (

:%e linear equation can be sol(ed by t%e met%od described in t%e

pre(ious section.
E+a,ple 2.11" Sol(e t%e 'ollo&in di''erential equationsE
*a+
3
y 3 y
x
1
dx
dy
+
*b+
2 x
y e y
dx
dy

S!l(i!n" *a+ Let
2 n 1
y y (

*n/3+
dx
dy
y 2
dx
d(
3

or
dx
d(
2
1
y
1
.
dx
dy
3

Substitutin t%ese (alues into t%e i(en di''erential equation) &e et
3 (
x
1
dx
d(
2
1
+
or
8 (
x
2
dx
d(

:%is equation is o' t%e standard 'orm) *2.,+ and so t%e met%od o' Section
2.3 is applicable.
$nteratin 'actor

dx x P
e x
) (
) (
&%ere
.
x
2
+ x * D
:%ere'ore *x+ /x
12
Solution is i(en by
(.x
12
/ 18x
12
dx 6c
or
(.x
12
/8x
11
6c
or
( / 8x 6 cx
2

Since
63
( / y
12
&e et
y
12
/8x 6cx
2
or
2
cx 8x
1
y
+
t
*b+ Let & / y
11
) t%en t%e equation
2
y
x
e y
dx
dy

ta;es t%e 'orm
x
e w
dx
dw
+
interatin 'actor *x+ / / e
D*x+dx
) &%ere D*x+ / 1
or *x+ / e
D*x+dx
/e
x
Solution is i(en by
e
x
.& / 1 e
2x
dx 6 c
x
ce
x
e y or
c
x
e
y
x
e or
c
x
e

+
+
2
1 1
2
2
1 1
2
2
1
2.3 E+er'ises
Separable Differenial E*(ai!ns
Sol(e t%e 'ollo&in di''erential equations.
1.
4

2
x
xy
dx
dy
2. x
2
dy 6 y
2
dx / ?
3. *16cos + dr / r sin d
64
4.
3
ts
dt
ds

#. dx1x
2
dy / ?
8. xy" / 4y
,. ? # + xy
dx
dy
F.
y x 2
e
y
e
dx
dy
x
ye

+

9.
;s
dr
ds

1?.
2
P P
dt
dP

11.
2 +
+
t
Nte N
dt
dN
Sol(e t%e 'ollo&in di''erential equations subBect to t%e indicated initial
conditions
12. *e
1y
61+ sin xdx 1 *16cos x +dy / ?) y*?+/?
13.
4 ) 1 ( , + y y xy
dx
dy
14.
? + 1 *
2
x y
dx
dy
x
) y*11+ / 11
E+a' E*(ai!ns
2%ec; &%et%er t%e di''erential equations i(en %ere are exact or
not) i' exact sol(e t%em.
1#. *2xe
2y
1x cos xy62y+dy1*ycos xy1e
2y
+ dx / ?
18. *2xy63y+ dx6*4y
3
6x
2
63x64+dy/?
1,. *x
2
6y
2
+dy62xydx / o
65
1F. *cos x cos y 7 cot x+ dx / sin x sin ydy
19. x
2
y
3
dx/x
3
y
2
dy
2?.
y x
y x
dx
dy
2 3
3 2
+
+

21. *x6 sin y+ dx 6 *y
2
6 x cos y+ dy / ?
22. Dro(e necessary and su''icient condition 'or a di''erential equation
o' 'irst order to be exact.
Sol(e t%e di''erential equations 2312# subBect to t%e indicated initial
condition.
23. 2xydx6*y
2
6x
2
+dy/?) y*2+ / 2
24. *4y62x1#+dx6*8y64x11+dy/?) y*11+/2
25. sin y dx 6G2y6x cos yHdy/?) y*?+/
28. y*4x6y+dx12*x
2
1y+dy/?
2,. *1?18y6e
13x
+dx 1 2dy/?
2F.
? sin +
2
1 * cos + + dy x
y
xdx
Linear E*(ai!ns
Sol(e t%e di''erential equations i(en belo&
29.
x
e y
dx
dy
F 2
3?. x y x
dx
dy
x cos
2
3
3
+
31.
x
e y
dx
dy
14
+
32.
x
y
dx
dy
x
1
+
66
33.
3
1
2
3
x
y x
dx
dy

34. x y
dx
dy
sin% +
3#.
cos sec +r
d
dr

38.
? + cos tan * + x x y
dx
dy
Sol(e t%e 'ollo&in initial (alue problem
3,.
2 ) 0 ( , 20 5 + y y
dx
dy
3F.
2 + 1 * ) + y
x
e y
dx
dy
x
39. Aescribe t%e (ariation o' parameter met%od 'or 'indin a solution o'
a linear di''erential equation o' 'irst1order.
67
S!l(i!ns b8 s(bsi(i!ns .H!,!)ene!(s an& :ern!(lli;s E*(ai!n/
Sol(e t%e 'ollo&in di''erential equations &it%out and &it% initial conditions
4?. ydx 72*x6y+dy/?
41. *y6x+dy6*x1y+dx/?
42. *x
2
6y
2
+dx / *xy1x
2
+dy
43.
2 ) 1 ( ,
2
3

y
y
x
y
dx
dy
x
44.
e y dx dy y x + 1 * ) + 1 ln *ln
y
x
4#.
1
3 2
+ y
dx
dy
xy
48. 3*16x
2
+dy62xy*11y
3
+dx/?
4,.
2
1
+ 1 * )
4
3
2 y
x
y
y
dx
dy
x
4F.
4 + 1 * )
3
12 + y y
x
y
dx
dy
68